All NG Long

P&L Summary

Range	Return	Sharpe	Win%	Ave	Ave+	Ave-	Max-	Underwater	Days %
20	0	0.2	29	0	1	0	(1)	0	35
60	0	(1)	37	0	1	(1)	(4)	0	72
120	0	0.6	43	0	2	(1)	(8)	0	68
250	0	1.9	47	0	2	(1)	(8)	0	66
500	0	1.8	46	0	2	(1)	(9)	0	59
760	0	1.7	44	0	2	(1)	(9)	0	59
1260	0	1.7	44	0	2	(1)	(9)	0	62
2520	0	0.9	42	0	2	(1)	(20)	(1)	66
All	0	1.2	43	0	2	(1)	(20)	(1)	65

P&L Month Table

Year	1	2	3	4	5	6	7	8	9	10	11	12	R	Sharpe	Win%	Trades	MaxLoss	UW	Max	Ave
Avg	0	0	0	0.1	0.1	0.1	0	0	0	0	0.1	0.1	0.6	1.9	44.4	164.2	(0.1)	(0.2)	0.1	0
2017	0	(0.1)	0	0	0	0	0	0	0	0	0	0	(0.1)	(1.2)	37.7	62	(0.1)	(0.2)	0	0
2016	0	(0.1)	0.3	0	(0.1)	0.2	0.1	0.1	0	0	0.2	0	0.7	2.7	49.4	162	(0.1)	(0.1)	0.1	0
2015	0	0.1	0	0.1	0.1	0.1	0	0	0	0	0.1	0.2	0.7	3	46.5	129	(0.1)	(0.2)	0.1	0
2014	0.1	0.2	(0.1)	0	0	(0.1)	(0.1)	0	0	0	0.2	0	0.2	0.6	40.3	177	(0.1)	(0.5)	0.1	0
2013	0	0	0.1	0.1	0	0	0	0	0	0	0.1	0.1	0.4	1.4	41.4	170	(0.1)	(0.1)	0.1	0
2012	0	0	(0.1)	0.1	0.3	0.1	0.2	(0.1)	0.1	0.1	0.1	0	0.8	1.9	44.5	183	(0.1)	(0.2)	0.1	0
2011	0	(0.1)	0	0	0.1	0	0	0	0	0	(0.1)	0	(0.1)	(1.2)	32.9	172	0	(0.3)	0.1	0
2010	0	(0.1)	(0.1)	0	0.1	0.1	0	(0.1)	0	0.1	(0.1)	(0.1)	(0.2)	(0.4)	40.9	183	(0.1)	(0.4)	0.1	0
2009	(0.3)	0	(0.2)	(0.2)	0.4	0	0	(0.1)	0.4	(0.2)	(0.1)	0.4	0.1	0.1	37.4	201	(0.2)	(0.7)	0.1	0
2008	0	0.2	0	0	0	0.1	(0.1)	0.1	0	0.2	0.1	0	0.6	1.9	51	201	(0.1)	(0.2)	0.1	0
2007	0.2	(0.1)	0	0	0	(0.1)	0	0.2	0	0.1	(0.1)	0	0.2	0.6	37.9	151	(0.1)	(0.2)	0.1	0
2006	0	0	0.1	0.1	0	0	0.4	0	0	(0.1)	0.1	(0.1)	0.5	0.7	44	163	(0.1)	(0.3)	0.1	0
2005	0	0	0.2	(0.1)	0	0.2	0.1	0.4	0.3	0	0	(0.1)	1	2.9	46.2	163	(0.1)	(0.3)	0.1	0
2004	(0.2)	0	0.1	(0.2)	(0.1)	0	0	(0.1)	0.4	0	0	0	(0.1)	0.3	36.2	151	(0.1)	(0.4)	0.1	0
2003	0.2	0.2	(0.3)	0.1	0.2	(0.3)	0	0.1	0	(0.1)	0	0.4	0.5	0.8	45.7	190	(0.1)	(0.5)	0.1	0
2002	0	0.2	0.6	0	0	0	0	0.3	0.5	0.1	0	0.2	1.9	3.7	49.1	173	(0.2)	(0.2)	0.1	0
2001	(0.3)	0	0	(0.2)	0	(0.1)	0	0.2	(0.1)	0.1	0	0.1	(0.3)	(1.1)	35.2	146	(0.1)	(0.6)	0	0
2000	0.1	0.1	0	0	0.4	0	0	0.1	0.1	0	0.2	0.4	1.4	2.9	52.4	196	(0.2)	(0.3)	0.1	0